A study of the effect of kurtosis on discriminant analysis under elliptical populations

DOI10.1016/J.JMVA.2012.01.011MaRDI QIDQ413743zbMATH OpenOpenAlexFDO

Authors Jorge M. Arevalillo, Hilario Navarro

Publication date 7 May 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.01.011

zbMATH Keywords

discriminant analysiselliptically contoured distributionsBayes errorkurtosis ordering

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inequalities; stochastic orderings (60E15)

Recommendations

• On the problem of more than one kurtosis parameter in multivariate analysis
• Mardia's coefficient of kurtosis in elliptical populations
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• ON THE ESTIMATION OF KURTOSIS PARAMETER IN ELLIPTICAL DISTRIBUTIONS
• Discriminant analysis under elliptical populations

Cites work

• scientific article; zbMATH DE number 3833083 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 3204183 (Why is no real title available?)
• A family of kurtosis orderings for multivariate distributions
• A multivariate generalization of the power exponential family of distributions
• A survey on continuous elliptical vector distributions
• An analysis of quantile measures of kurtosis: center and tails
• Comparison methods for stochastic models and risks
• Descriptive statistics for multivariate distributions
• Discriminant analysis under elliptical populations
• Kurtosis and spread
• Measures of multivariate skewness and kurtosis with applications
• Nonparametric multivariate kurtosis and tailweight measures
• On the theory of elliptically contoured distributions
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS
• Two families of kurtosis measures

Cited in

(9)

• The kurtosis coefficient and the linear discriminant function
• Data projections by skewness maximization under scale mixtures of skew-normal vectors
• Effect of kurtosis on efficiency of some multivariate medians
• A note on the direction maximizing skewness in multivariate skew-t vectors
• A Class of Univariate Non-Mesokurtic Distributions Using a Continuous Uniform Symmetrizer and Chi Generator
• Kurtosis removal for data pre-processing
• Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions
• New insights on the multivariate skew exponential power distribution
• A stochastic ordering based on the canonical transformation of skew-normal vectors

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